-47.2%
TSLL vs WSM
+254.9%
-302.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.8% | +6.0% |
| 7D | +33.0% | -3.2% | +36.1% | +35.4% |
| 30D | +7.7% | +4.6% | +3.1% | +4.3% |
| 3M | +34.7% | +2.4% | +32.3% | +31.7% |
| 6M | -31.5% | +43.7% | -75.2% | -45.7% |
| YTD | -42.4% | +42.1% | -84.5% | -54.5% |
| 1Y | -39.7% | +32.3% | -71.9% | -50.3% |
| 3Y | +3.4% | +253.0% | -249.6% | -51.7% |
| All | -47.2% | +254.9% | -302.1% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling